CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 1.1995 1.2083 0.0088 0.7% 1.2081
High 1.2106 1.2266 0.0160 1.3% 1.2266
Low 1.1975 1.2077 0.0102 0.9% 1.1964
Close 1.2085 1.2229 0.0144 1.2% 1.2229
Range 0.0131 0.0189 0.0058 44.3% 0.0302
ATR 0.0076 0.0084 0.0008 10.6% 0.0000
Volume 317,187 393,619 76,432 24.1% 1,399,334
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2757 1.2682 1.2332
R3 1.2568 1.2493 1.2280
R2 1.2379 1.2379 1.2263
R1 1.2304 1.2304 1.2246 1.2342
PP 1.2190 1.2190 1.2190 1.2209
S1 1.2115 1.2115 1.2211 1.2153
S2 1.2001 1.2001 1.2194
S3 1.1812 1.1926 1.2177
S4 1.1623 1.1737 1.2125
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3057 1.2944 1.2394
R3 1.2756 1.2643 1.2311
R2 1.2454 1.2454 1.2284
R1 1.2341 1.2341 1.2256 1.2398
PP 1.2153 1.2153 1.2153 1.2181
S1 1.2040 1.2040 1.2201 1.2096
S2 1.1851 1.1851 1.2173
S3 1.1550 1.1738 1.2146
S4 1.1248 1.1437 1.2063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2266 1.1964 0.0302 2.5% 0.0114 0.9% 88% True False 279,866
10 1.2266 1.1964 0.0302 2.5% 0.0095 0.8% 88% True False 236,680
20 1.2266 1.1829 0.0437 3.6% 0.0079 0.6% 92% True False 203,417
40 1.2266 1.1797 0.0469 3.8% 0.0075 0.6% 92% True False 119,462
60 1.2266 1.1649 0.0617 5.0% 0.0073 0.6% 94% True False 79,902
80 1.2266 1.1649 0.0617 5.0% 0.0073 0.6% 94% True False 60,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.3069
2.618 1.2760
1.618 1.2571
1.000 1.2455
0.618 1.2382
HIGH 1.2266
0.618 1.2193
0.500 1.2171
0.382 1.2149
LOW 1.2077
0.618 1.1960
1.000 1.1888
1.618 1.1771
2.618 1.1582
4.250 1.1273
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 1.2209 1.2192
PP 1.2190 1.2155
S1 1.2171 1.2118

These figures are updated between 7pm and 10pm EST after a trading day.

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